Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors (Q391840): Difference between revisions
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scientific article
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| English | Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors |
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Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors (English)
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13 January 2014
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Bayesian semiparametric
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Bernstein-von Mises
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FEXP priors
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Gaussian long-memory processes
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rates of convergence
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